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    Ettin in the Playground
     
    BardGuy

    Join Date
    Jan 2009

    Default chi-square distribution's name history

    Why is the chi-square distribution called the "chi-square" distribution?

    I know enough about how it's squaring an existent distribution, so the "square" makes sense, but why did they choose "chi"? Was it just arbitrarily choosing a Greek letter? (At one point I hoped it was the last name of a statistician, but kinda doubt it after a bit of study (aka, professors speaking of it & Wikipedia).)

  2. - Top - End - #2
    Barbarian in the Playground
     
    DwarfClericGuy

    Join Date
    Feb 2013
    Location
    USA
    Gender
    Male

    Default Re: chi-square distribution's name history

    I believe it was just the notation Pearson used when he derived it. So arbitrary selection of a Greek letter as a random variable.

    https://stats.stackexchange.com/ques...d-distribution

    http://jeff560.tripod.com/c.html

  3. - Top - End - #3
    Titan in the Playground
    Join Date
    Oct 2010
    Location
    Dallas, TX
    Gender
    Male

    Default Re: chi-square distribution's name history

    It came from Fisher's abbreviation for the exponent in a multivariate Normal distribution. He wrote -½ χ2 instead of -½ xT Σ-1 x.

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